+76.4%
FDS vs RJF
+428.4%
-352.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -8.8% | -0.3% | -8.5% | -8.7% |
| 30D | -1.4% | -2.0% | +0.6% | -0.7% |
| 3M | +13.9% | +16.3% | -2.5% | +7.9% |
| 6M | +27.4% | +16.9% | +10.5% | +20.1% |
| YTD | -2.5% | +10.4% | -12.9% | -6.4% |
| 1Y | -23.8% | +7.4% | -31.2% | -26.4% |
| 3Y | -32.5% | +72.2% | -104.7% | -46.5% |
| 5Y | -23.2% | +105.1% | -128.3% | -44.6% |
| 10Y | +76.4% | +430.9% | -354.5% | -16.6% |
| All | +76.4% | +428.4% | -352.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling